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Qualitätsmerkmale Market Making
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20.11.2024 | 0.86% | 1.11 CHF | 1.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 116'102 CHF | 117'102 CHF | 90.20% | 90.20% |
| 19.11.2024 | 0.88% | 1.14 CHF | 1.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 113'527 CHF | 114'527 CHF | 100.00% | 100.00% |
| 18.11.2024 | 0.86% | 1.16 CHF | 1.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 115'495 CHF | 116'495 CHF | 99.38% | 99.38% |
| 15.11.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 90'719 CHF | 91'469 CHF | 100.00% | 100.00% |
| 14.11.2024 | 0.82% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 121'418 CHF | 122'418 CHF | 99.22% | 99.22% |
| 13.11.2024 | 0.87% | 1.21 CHF | 1.22 CHF | 100'000 | 100'000 | 99'159 | 99'159 | 115'895 CHF | 116'897 CHF | 99.36% | 99.36% |
| 12.11.2024 | 0.81% | 1.16 CHF | 1.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'915 CHF | 92'665 CHF | 100.00% | 100.00% |
| 11.11.2024 | 0.79% | 1.26 CHF | 1.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 95'145 CHF | 95'895 CHF | 100.00% | 100.00% |
| 08.11.2024 | 0.81% | 1.23 CHF | 1.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 91'890 CHF | 92'640 CHF | 100.00% | 100.00% |
| 07.11.2024 | 0.86% | 1.24 CHF | 1.25 CHF | 100'000 | 100'000 | 97'396 | 97'396 | 119'250 CHF | 120'250 CHF | 98.73% | 98.73% |
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